Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.49% | 102.25 % | 102.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,332 CHF | 513,832 CHF | 99.38% | 99.38% |
15/05/2024 | 0.49% | 102.35 % | 102.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,576 CHF | 514,076 CHF | 98.35% | 98.35% |
14/05/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,287 CHF | 513,787 CHF | 99.37% | 99.37% |
13/05/2024 | 0.49% | 102.35 % | 102.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,447 CHF | 513,947 CHF | 98.94% | 98.94% |
10/05/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,522 CHF | 514,022 CHF | 99.37% | 99.37% |
08/05/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,472 CHF | 513,972 CHF | 99.36% | 99.36% |
07/05/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,522 CHF | 514,022 CHF | 94.75% | 94.75% |
06/05/2024 | 0.49% | 102.35 % | 102.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,643 CHF | 514,143 CHF | 99.37% | 99.37% |
03/05/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,335 CHF | 513,835 CHF | 99.38% | 99.38% |
02/05/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,166 CHF | 513,666 CHF | 99.37% | 99.37% |